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DC Field | Value | Language |
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dc.contributor.author | Nourdin, I | - |
dc.contributor.author | Peccati, G | - |
dc.contributor.author | Yang, X | - |
dc.date.accessioned | 2022-05-03T15:24:21Z | - |
dc.date.available | 2019-01-01 | - |
dc.date.available | 2022-05-03T15:24:21Z | - |
dc.date.issued | 2019-06-22 | - |
dc.identifier.citation | Ivan Nourdin. Giovanni Peccati. Xiaochuan Yang. "Berry-Esseen bounds in the Breuer-Major CLT and Gebelein’s inequality." Electron. Commun. Probab. 24 1 - 12, 2019. https://doi.org/10.1214/19-ECP241 | en_US |
dc.identifier.issn | 1083-589X | - |
dc.identifier.uri | http://bura.brunel.ac.uk/handle/2438/24526 | - |
dc.description.abstract | We derive explicit Berry-Esseen bounds in the total variation distance for the Breuer-Major central limit theorem, in the case of a subordinating function ϕ satisfying minimal regularity assumptions. Our approach is based on the combination of the Malliavin-Stein approach for normal approximations with Gebelein’s inequality, bounding the covariance of functionals of Gaussian fields in terms of maximal correlation coefficients. | en_US |
dc.publisher | Bernoulli Society for Mathematical Statistics and Probability | en_US |
dc.rights.uri | http://creativecommons.org/licenses/by/4.0/ | - |
dc.subject | Breuer-Major theorem | en_US |
dc.subject | Rate of convergence | en_US |
dc.subject | Gebelein’s inequality | en_US |
dc.subject | Malliavin-Stein approach | en_US |
dc.title | Berry-esseen bounds in the breuer-major CLT and gebelein’s inequality | en_US |
dc.type | Article | en_US |
dc.identifier.doi | http://dx.doi.org/10.1214/19-ECP241 | - |
dc.relation.isPartOf | Electronic Communications in Probability | - |
pubs.publication-status | Published | - |
pubs.volume | 24 | - |
dc.identifier.eissn | 1083-589X | - |
Appears in Collections: | Dept of Mathematics Research Papers |
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